Seminar Event

Results for Financial/Actuarial Mathematics events from 2019-08-01 to 2020-12-31
Future or past events may be found by using the Search tab above.

This seminar is funded by the by Curtis E. Huntington Honorary Fund.

Seminar List

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Date Speaker Seminar Title
Wednesday, September 04, 2019
Start: 4:00 PM
Location: 1360 East Hall
Dominykas Norgilas
UM
Financial/Actuarial Mathematics Robust approach to pricing of American options

Wednesday, September 18, 2019
Start: 4:00 PM
Location: 4096 East Hall *
Shuoqing Deng
UM
Financial/Actuarial Mathematics Optimal consumption with reference to past spending maximum

Friday, September 20, 2019
Start: 3:00 PM
Location: 4448 East Hall *
Steve Kou
Boston University
Financial/Actuarial Mathematics A Theory of FinTech

Wednesday, September 25, 2019
Start: 4:00 PM
Location: 1360 East Hall
Ioannis Karatzas
Columbia University
Financial/Actuarial Mathematics Van Eenam Lecture #2: Conservative Diffusion as Entropic Gradient Flow

Thursday, September 26, 2019
Start: 4:00 PM
Location: 1360 East Hall
Ioannis Karatzas
Columbia University
Financial/Actuarial Mathematics Van Eenam Lecture #3: The Harrison-Shepp Equation and some of Its Offspring

Wednesday, October 02, 2019
Start: 4:00 PM
Location: 1360 East Hall
Justin Sirignano
UIUC
Financial/Actuarial Mathematics Deep Learning: Applications and Asymptotics

Wednesday, October 09, 2019
Start: 4:00 PM
Location: 1360 East Hall
Dave Goldberg
Cornell
Financial/Actuarial Mathematics Beating the curse of dimensionality in options pricing and optimal stopping

Wednesday, October 30, 2019
Start: 4:00 PM
Location: 1360 East Hall
Thomas Bernhardt
UM
Financial/Actuarial Mathematics Tontines with bequest

Wednesday, November 13, 2019
Start: 4:00 PM
Location: 1360 East Hall
Bin Zou
University of Connecticut
Financial/Actuarial Mathematics Optimal Bookmaking

Wednesday, November 20, 2019
Start: 4:00 PM
Location: 1360 East Hall
Nicolas Hernandez
UM
Financial/Actuarial Mathematics An adverse selection approach to power pricing

Wednesday, December 11, 2019
Start: 4:00 PM
Location: 1360 East Hall
Bahman Angoshtari
University of Washington
Financial/Actuarial Mathematics Optimal Consumption under Habit Formation Constraints

Wednesday, January 08, 2020
Start: 4:00 PM
Location: 1360 East Hall
Ruoyu Wu
UM
Financial/Actuarial Mathematics Mean field interaction on random graphs with dynamically changing multi-color edges

Wednesday, January 15, 2020
Start: 4:00 PM
Location: 1360 East Hall
Gabriel Khan
UM
Financial/Actuarial Mathematics The Regularity of Pseudo-Arbitrages: PROBLEMS

Wednesday, January 22, 2020
Start: 4:00 PM
Location: 1360 East Hall
Xiaoqing Liang
Visiting Scholar at UM
Financial/Actuarial Mathematics Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance

Wednesday, January 29, 2020
Start: 4:00 PM
Location: 1360 East Hall
Daniel Lacker
Columbia University
Financial/Actuarial Mathematics Inverting the Markovian projection, with an application to local stochastic volatility models

Wednesday, February 12, 2020
Start: 4:00 PM
Location: 1360 East Hall
Diogo Gomes
KAUST
Financial/Actuarial Mathematics A price formation mean-field game model.

Wednesday, February 19, 2020
Start: 4:00 PM
Location: 4096 East Hall *
Xin Zhang
UM
Financial/Actuarial Mathematics Finite-Time 4-Expert Prediction Problem

Wednesday, February 26, 2020
Start: 4:00 PM
Location: 1360 East Hall
Leo Neufcourt
MSU
Financial/Actuarial Mathematics Continuous expansion of a filtration with a stochastic process: the information drift.

Wednesday, March 11, 2020
Start: 4:00 PM
Location: 1360 East Hall
Wenpin Tang
UCLA
Financial/Actuarial Mathematics Rank-dependent diffusions and PDEs

Wednesday, April 01, 2020
Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall *
Asaf Cohen
UM
Financial/Actuarial Mathematics On singular control problems, the time-stretching method, and the weak-M1 topology

Wednesday, April 08, 2020
Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall *
Alexandros Saplaouras
UM
Financial/Actuarial Mathematics Stability of (F)BSDEs under Mémin's framework

Wednesday, April 15, 2020
Start: 4:00 PM
Location: https://bluejeans.com/285526482 East Hall *
Gaoyue Guo
UM
Financial/Actuarial Mathematics POSTPONED

Wednesday, April 22, 2020
Start: 3:00 PM
Location: https://bluejeans.com/608683530 East Hall *
Suman Chakraborty
UM
Financial/Actuarial Mathematics Bootstrap Percolation: Exposition and Some Applications

Wednesday, September 23, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Tao Chen
UM
Financial/Actuarial Mathematics Adaptive Robust Stochastic Control

Wednesday, September 30, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Wei Yan
UM
Financial/Actuarial Mathematics Time inconsistent optimal control problem and related issues

Wednesday, October 07, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Prakash Chakraborty
UM
Financial/Actuarial Mathematics Quenched asymptotics for the parabolic Anderson model with rough spatial noise

Wednesday, October 14, 2020
Start: 4:00 PM
Location: passcode: 790109, https://umich.zoom.us/j/95407665241 Virtual *
Ibrahim Ekren
FSU
Financial/Actuarial Mathematics Information Asymmetry and Optimal Transport

Wednesday, October 21, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Indrajit Mitra
Federal Reserve Bank of Atlanta
Financial/Actuarial Mathematics Time-varying Unemployment Benefits

Wednesday, October 28, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Xin Zhang
UM
Financial/Actuarial Mathematics Embedding of Walsh Brownian motion

Wednesday, November 04, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Yan Dolinsky
University of Jerusalem
Financial/Actuarial Mathematics Stochastic Stability for the Utility Maximization Problem

Wednesday, November 11, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Ruoyu Wu
Iowa State
Financial/Actuarial Mathematics Graphon mean field systems: large population and long time limits

Wednesday, November 18, 2020
Start: 4:00 PM
Location: Passcode: 790109 https://umich.zoom.us/j/95407665241 Virtual *
Bahman Angoshtari
University of Miami
Financial/Actuarial Mathematics Optimal Consumption under a Habit-Formation Constraint Based on Average Past Consumption

Wednesday, December 09, 2020
Start: 4:00 PM
Location: https://umich.zoom.us/j/95407665241 Virtual *
Zhenhua Wang
UM
Financial/Actuarial Mathematics The Coin-turning Walk and Its Scaling Limit

Seminar List

 

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